On nonlinear, stochastic dynamics in economic and financial time series
From MaRDI portal
Publication:3368249
Recommendations
- scientific article; zbMATH DE number 4125179
- scientific article; zbMATH DE number 422179
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
- Applications of methods and algorithms of nonlinear dynamics in economics and finance
- Multiscale analysis of economic time series by scale-dependent Lyapunov exponent
Cited in
(16)- Applications of methods and algorithms of nonlinear dynamics in economics and finance
- scientific article; zbMATH DE number 5071034 (Why is no real title available?)
- Concurrent processing of heteroskedastic vector-valued mixture density models
- Explaining predictive models using Shapley values and non-parametric vine copulas
- A nonextensive approach to the dynamics of financial observables
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system
- Multiscale analysis of economic time series by scale-dependent Lyapunov exponent
- Forecasting energy commodity prices using neural networks
- Analysis of non-stationary dynamics in the financial system
- Determinism in Financial Time Series
- Heterogeneity of agents, transactions costs and the exchange rate
- scientific article; zbMATH DE number 976336 (Why is no real title available?)
- Geometric analysis of nonlinear dynamics in application to financial time series
- Characterizing the Degree of Stability of Non-linear Dynamic Models
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
- Some reflections on past and future of nonlinear dynamics in economics and finance
This page was built for publication: On nonlinear, stochastic dynamics in economic and financial time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3368249)
